Anic Equity¶

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Total return since start: 0.584 %¶

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Equity now: -----------------------------> 48387.0 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46186.36 Kr¶

PnL: ---------------------------------------> -2035.89 Kr¶

DD now: ---------------------------------> -7.078 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 16:00:02.850876'

Anic Portfolio¶

Today¶

Return: -0.174 %¶

This Week¶

Return: -0.174 %¶

Total¶

Return: 58.407 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -9.170000 828.900000 130.900000 18.750000 698.000040
Nordisk Bergteknik B 130 -2.110000 4212.000000 48.000000 1.150000 4163.999970
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Tobii Dynavox 109 -0.980000 2763.150000 41.150000 1.510000 2721.999993
Stillfront Group 38 -2.330000 708.890000 22.890000 3.340000 686.000016
Vitec Software Group B 1 -1.450000 496.200000 11.200000 2.310000 485.000000
MEKO 13 -1.960000 1563.900000 9.900000 0.640000 1554.000006
Tietoevry 2 -2.300000 646.400000 8.400000 1.320000 638.000000
G5 Entertainment 3 -0.310000 573.000000 1.000000 0.170000 572.000001
Mycronic 3 -2.340000 652.200000 0.200000 0.030000 651.999999
SKF B 3 -4.220000 588.750000 -7.250000 -1.220000 596.000001
SKF A 3 -4.650000 585.000000 -8.000000 -1.350000 593.000001
ASSA ABLOY B 2 -1.490000 503.000000 -11.000000 -2.140000 514.000000
Embracer Group B 14 -4.730000 676.760000 -12.240000 -1.780000 689.000004
ACQ Bure SPAC 36 0.000000 3477.600000 -12.400000 -0.360000 3489.999984
Avanza Bank Holding 2 -3.360000 495.000000 -16.000000 -3.130000 511.000000
Addnode Group B 6 -3.110000 691.800000 -17.200000 -2.430000 709.000002
Husqvarna A 7 -3.430000 611.100000 -21.900000 -3.460000 632.999997
Husqvarna B 7 -3.250000 612.640000 -27.360000 -4.280000 639.999997
Loomis 6 -2.550000 2014.800000 -28.200000 -1.380000 2043.000000
ITAB Shop Concept 56 -4.530000 660.800000 -30.200000 -4.370000 691.000016
Fastighetsbolag. Emilshus Pref 21 -3.250000 531.300000 -30.700000 -5.460000 562.000005
Lagercrantz Group B 5 -0.860000 574.000000 -33.000000 -5.440000 607.000000
Rejlers B 6 -2.400000 928.800000 -33.200000 -3.450000 961.999998
Collector Bank 29 -5.580000 1200.460000 -33.540000 -2.720000 1233.999996
Arion Banki SDB 61 -1.280000 661.240000 -35.760000 -5.130000 697.000030
Swedbank A 3 -3.220000 577.950000 -40.050000 -6.480000 618.000000
Norva24 Group 12 -1.960000 360.720000 -46.530000 -11.430000 407.250000
Mips 1 -1.990000 474.000000 -55.000000 -10.400000 529.000000
Dustin Group 18 -4.440000 612.000000 -58.000000 -8.660000 669.999996
Nordea Bank Abp 30 -3.950000 3703.200000 -59.800000 -1.590000 3762.999990
AFRY 3 -3.430000 516.000000 -79.000000 -13.280000 594.999999
Viaplay Group B 4 -5.740000 945.200000 -91.800000 -8.850000 1037.000000
Beijer Alma B 9 -1.930000 1827.000000 -127.000000 -6.500000 1953.999999
RVRC Holding 17 -3.050000 550.800000 -132.200000 -19.360000 683.000007
Fastighetsbolaget Emilshus B 23 1.750000 549.700000 -145.300000 -20.910000 694.999993
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.160000 694.100000 -298.900000 -30.100000 992.999997
Camurus 16 -3.060000 3552.000000 -586.000000 -14.160000 4138.000000
TOTAL 46186.360000 -2035.890000 -7.07767% 48222.250041

Updated:¶

'2023-03-13 16:00:17.621031'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶